CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 17-Dec-2018
Day Change Summary
Previous Current
14-Dec-2018 17-Dec-2018 Change Change % Previous Week
Open 0.7490 0.7472 -0.0018 -0.2% 0.7505
High 0.7492 0.7478 -0.0014 -0.2% 0.7524
Low 0.7462 0.7451 -0.0011 -0.1% 0.7450
Close 0.7478 0.7458 -0.0020 -0.3% 0.7478
Range 0.0030 0.0027 -0.0003 -10.0% 0.0074
ATR 0.0049 0.0048 -0.0002 -3.2% 0.0000
Volume 37,761 8,083 -29,678 -78.6% 447,213
Daily Pivots for day following 17-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7543 0.7528 0.7473
R3 0.7516 0.7501 0.7465
R2 0.7489 0.7489 0.7463
R1 0.7474 0.7474 0.7460 0.7468
PP 0.7462 0.7462 0.7462 0.7460
S1 0.7447 0.7447 0.7456 0.7441
S2 0.7435 0.7435 0.7453
S3 0.7408 0.7420 0.7451
S4 0.7381 0.7393 0.7443
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7706 0.7666 0.7518
R3 0.7632 0.7592 0.7498
R2 0.7558 0.7558 0.7491
R1 0.7518 0.7518 0.7484 0.7501
PP 0.7484 0.7484 0.7484 0.7475
S1 0.7444 0.7444 0.7471 0.7427
S2 0.7410 0.7410 0.7464
S3 0.7336 0.7370 0.7457
S4 0.7262 0.7296 0.7437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7507 0.7450 0.0057 0.8% 0.0030 0.4% 14% False False 68,690
10 0.7599 0.7439 0.0159 2.1% 0.0049 0.7% 12% False False 87,511
20 0.7613 0.7439 0.0174 2.3% 0.0051 0.7% 11% False False 83,748
40 0.7718 0.7439 0.0279 3.7% 0.0046 0.6% 7% False False 78,123
60 0.7836 0.7439 0.0396 5.3% 0.0047 0.6% 5% False False 74,834
80 0.7836 0.7439 0.0396 5.3% 0.0047 0.6% 5% False False 63,376
100 0.7836 0.7439 0.0396 5.3% 0.0046 0.6% 5% False False 50,745
120 0.7836 0.7439 0.0396 5.3% 0.0045 0.6% 5% False False 42,310
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7593
2.618 0.7549
1.618 0.7522
1.000 0.7505
0.618 0.7495
HIGH 0.7478
0.618 0.7468
0.500 0.7465
0.382 0.7461
LOW 0.7451
0.618 0.7434
1.000 0.7424
1.618 0.7407
2.618 0.7380
4.250 0.7336
Fisher Pivots for day following 17-Dec-2018
Pivot 1 day 3 day
R1 0.7465 0.7475
PP 0.7462 0.7469
S1 0.7460 0.7464

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols